how do i get my apple watch to connect to my phone?

Without knowing what series watch it is or what you have tried, perhaps this article will help:

If you can't pair an Apple Watch with your iPhone - Apple Support

What model of watch is it and what version of WatchOS is it running?.

What troubleshooting steps have you tried?.

What errror messages are you receiving?.

Has this watch ever been paired to another phone?(Very important).